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  • Property/Casualty Insurer Economic Capital Using a VaR Model
    Property/Casualty Insurer Economic Capital Using a VaR Model The abstract for the paper Property/Casualty Insurer Economic Capital Using a VaR Model. Economic capital;Risk modeling; 8433 4/23/ ...

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    • Authors: Thomas P Conway, MARK DANIEL MCCLUSKEY
    • Date: Apr 2006
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
  • Charting the Evolving Role and Authority of the CRO
    Charting the Evolving Role and Authority of the CRO Findings from EY Insurance Risk Management Team's 2016 (annual) Insurance Chief Risk Officer Survey. Enterprise Risk Management = ...

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    • Authors: David Paul, Chad R Runchey
    • Date: Mar 2017
    • Competency: External Forces & Industry Knowledge>General business skills; Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management; General Insurance (Property & Casualty)>Capital - General Insurance; Life Insurance>Capital - Life Insurance; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods; Public Policy
  • A Nonparametric Test for Comparing the Riskiness of Portfolios
    A Nonparametric Test for Comparing the Riskiness of Portfolios This paper discusses a natural and convenient statistic, the nested L-statistic, investigates its performance using a simulation ...

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    • Authors: Vytaras Brazauskas
    • Date: Jan 2008
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
  • A Risk Model when Premium Rate Depends on Claim Size
    A Risk Model when Premium Rate Depends on Claim Size This paper considers a dependent classical risk model with diffusion, in which the premium rate is determined by the amount of the previous ...

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    • Authors: Jun Cai, Ming Zhou
    • Date: Jan 2008
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
  • Horses for Courses
    Horses for Courses Explores the open vs. closed systems debate with regards to actuarial modeling and exposes the over-simplification. Valuable for anyone who uses models. stochastic models; ...

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    • Authors: Van Beach
    • Date: Oct 2017
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Leadership>Change management; Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: CompAct
    • Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods; Technology & Applications>Analytics and informatics; Technology & Applications>Business intelligence; Technology & Applications>Computer science; Technology & Applications>Data warehousing; Technology & Applications>Software
  • Risk Management and the Power of Simplicity
    Risk Management and the Power of Simplicity The editorial cautions that while the development of more sophisticated models may increase efficiency, it is important to consider the very real risk ...

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    • Authors: Kurt Wrobel
    • Date: Apr 2014
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: The Actuary Magazine
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
  • Quality Control of Risk Measures: Backtesting Risk Models - A Tale of Two Powers
    Quality Control of Risk Measures: Backtesting Risk Models - A Tale of Two Powers A presentation at the Actuarial Research Conference in August 2006 in Montreal. This paper discusses the Basel ...

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    • Authors: Application Administrator, Jesus Ruiz-Mata, Ricardo Rivera
    • Date: Jan 2007
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
  • Value Based and Accountable Care: The Actuarial and Clinical Role in Building a Sustainable Model
    Value Based and Accountable Care: The Actuarial and Clinical Role in Building a Sustainable Model As providers are considering accountable and value based care models, it is critical to ...

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    • Authors: Mark Bethke, James M Whisler, Amanda Holland
    • Date: May 2013
    • Competency: Leadership>Change management; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Health Watch
    • Topics: Health & Disability>Payment models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods; Public Policy
  • Applied Robust Performance Analysis for Actuarial Applications
    Applied Robust Performance Analysis for Actuarial Applications This paper investigates techniques for the assessment of model error in the context of insurance risk analysis. Modeling errors; ...

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    • Authors: Qihe Tang, Zhongyi Yuan
    • Date: Nov 2016
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
  • Applied Robust Performance Analysis for Actuarial Applications Presentation
    Applied Robust Performance Analysis for Actuarial Applications Presentation This paper investigates techniques for the assessment of model error in the context of insurance risk analysis.

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    • Authors: Qihe Tang, Zhongyi Yuan
    • Date: Nov 2016
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods